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A framework for managing a portfolio of socially responsible investments

Hallerbach, Winfried; Ning, Haikun; Soppe, Aloy; … - In: European Journal of Operational Research 153 (2004) 2, pp. 517-529

Persistent link: https://www.econbiz.de/10005257126

Variance vs downside risk: Is there really that much difference?

Grootveld, Henk; Hallerbach, Winfried - In: European Journal of Operational Research 114 (1999) 2, pp. 304-319

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Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration

Hallerbach, Winfried - In: Applied Financial Economics 13 (2003) 4, pp. 287-294

Most available monthly interest data series consist of monthly averages of daily observations. It is well known that this averaging introduces spurious autocorrelation in the first differences of the series. It is exactly this differenced series that one is interested in when estimating interest...

Persistent link: https://www.econbiz.de/10005278517

If you have said a, you must also say b : calculating diversified asset returns

Hallerbach, Winfried G. - In: The journal of wealth management 20 (2017) 2, pp. 76-81

Persistent link: https://www.econbiz.de/10011750715

Uncovering trend rules

Beekhuizen, Paul; Hallerbach, Winfried G. - In: The journal of alternative investments 20 (2017) 2, pp. 28-38

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Volatility weighting applied to momentum strategies

Plessis, Johan du; Hallerbach, Winfried G. - In: The journal of alternative investments 19 (2017) 3, pp. 40-58

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Equity solvency capital requirements : what institutional regulation can learn from private investor regulation

Swinkels, Laurens; Blitz, David; Hallerbach, Winfried G.; … - In: The Geneva papers on risk and insurance - issues and … 43 (2018) 4, pp. 633-652

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A note on the pay-off matrix in multiple objective programming

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Analysis of production and location decisions by means of multi-criteria analysis

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Interactive multidimensional programming models for locational decisions

Nijkamp, Peter; Spronk, Jaap - In: European Journal of Operational Research 6 (1981) 2, pp. 220-223

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